Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	ROYAL BANK OF CANADA	31,662,000	$33.38M	7.4%	—	—	NOTE 4.650% 1/2	780082AD5
GLD	SPDR GOLD TRUST GOLD SHS	224,000	$26.59M	5.9%	—	—	SHS	78463V107
—	BANK OF NOVA SCOTIA	19,105,000	$19.94M	4.4%	—	—	NOTE 4.500% 12/1	064159HB5
—	ENBRIDGE INC	15,000,000	$15.1M	3.3%	—	—	NOTE 6.000% 1/1	29250NAN5
—	TORONTO DOMINION BK ONT	10,000,000	$9.828M	2.2%	—	—	NOTE 3.625% 9/1	891160MJ9
JPM	JPMORGAN CHASE & CO COM	110,675	$9.722M	2.2%	—	—	COM	46625H100
ORCL	ORACLE CORP COM	212,775	$9.492M	2.1%	—	—	COM	68389X105
C	CITIGROUP INC COM NEW	158,271	$9.468M	2.1%	—	—	COM	172967424
MSFT	MICROSOFT CORP COM	136,500	$8.99M	2.0%	—	—	COM	594918104
LNC	LINCOLN NATL CORP IND COM	134,000	$8.77M	1.9%	—	—	COM	534187109
—	COVANTA HLDG CORP COM	554,768	$8.71M	1.9%	—	—	COM	22282E102
MC	MOELIS & CO CL A	218,337	$8.406M	1.9%	—	—	CL A	60786M105
PFE	PFIZER INC COM	216,726	$7.414M	1.6%	—	—	COM	717081103
—	AETNA INC NEW COM	53,000	$6.76M	1.5%	—	—	COM	00817Y108
CMCSA	COMCAST CORP NEW CL A	163,200	$6.135M	1.4%	—	—	CL A	20030N101
—	ANADARKO PETE CORP COM	87,860	$5.447M	1.2%	—	—	COM	032511107
LYB	LYONDELLBASELL INDUSTRIES N SHS - A -	59,200	$5.398M	1.2%	—	—	SHS	N53745100
UAL	UNITED CONTL HLDGS INC COM	73,800	$5.213M	1.2%	—	—	COM	910047109
TRV	TRAVELERS COMPANIES INC COM	43,000	$5.183M	1.1%	—	—	COM	89417E109
NEAR	ISHARES U S ETF TR SHT MAT BD ETF	100,000	$5.025M	1.1%	—	—	BD ETF	46431W507
—	PIONEER NAT RES CO COM	26,800	$4.991M	1.1%	—	—	COM	723787107
FDX	FEDEX CORP COM	25,100	$4.898M	1.1%	—	—	COM	31428X106
WHR	WHIRLPOOL CORP COM	28,500	$4.883M	1.1%	—	—	COM	963320106
AIZ	ASSURANT INC COM	50,700	$4.85M	1.1%	—	—	COM	04621X108
DAL	DELTA AIR LINES INC DEL COM NEW	98,440	$4.524M	1.0%	—	—	COM NEW	247361702
ETN	EATON CORP PLC SHS	53,991	$4.003M	0.9%	—	—	SHS	G29183103
TEX	TEREX CORP NEW COM	120,619	$3.787M	0.8%	—	—	COM	880779103
EOG	EOG RES INC COM	38,000	$3.707M	0.8%	—	—	COM	26875P101
DHI	D R HORTON INC COM	104,200	$3.471M	0.8%	—	—	COM	23331A109
AAL	AMERICAN AIRLS GROUP INC COM	78,700	$3.329M	0.7%	—	—	COM	02376R102
—	DOW CHEM CO COM	51,555	$3.276M	0.7%	—	—	COM	260543103
BAC	BANK AMER CORP COM	137,525	$3.244M	0.7%	—	—	COM	060505104
—	ROYAL DUTCH SHELL PLC SPONS ADR A	60,446	$3.187M	0.7%	—	—	SPONSORED ADR	780259206
ON	ON SEMICONDUCTOR CORP COM	201,648	$3.124M	0.7%	—	—	COM	682189105
MS	MORGAN STANLEY COM NEW	72,800	$3.119M	0.7%	—	—	COM	617446448
GS	GOLDMAN SACHS GROUP INC COM	13,500	$3.101M	0.7%	—	—	COM	38141G104
HPE	HEWLETT PACKARD ENTERPRISE C COM	130,205	$3.086M	0.7%	—	—	COM	42824C109
AVT	AVNET INC COM	65,570	$3M	0.7%	—	—	COM	053807103
MUR	MURPHY OIL CORP COM	98,009	$2.802M	0.6%	—	—	COM	626717102
VOYA	VOYA FINL INC COM	73,700	$2.798M	0.6%	—	—	COM	929089100
BEN	FRANKLIN RES INC COM	63,450	$2.674M	0.6%	—	—	COM	354613101
CTSH	COGNIZANT TECHNOLOGY SOLUTIO CL A	44,010	$2.619M	0.6%	—	—	CLA	192446102
OMC	OMNICOM GROUP INC COM	30,173	$2.601M	0.6%	—	—	COM	681919106
VNO	VORNADO RLTY TR SH BEN INT	25,915	$2.6M	0.6%	—	—	SH BEN INT	929042109
BKD	BROOKDALE SR LIVING INC COM	191,078	$2.566M	0.6%	—	—	COM	112463104
LEN	LENNAR CORP CL A	50,000	$2.56M	0.6%	—	—	CL A	526057104
—	ATHENE HLDG LTD CL A	50,000	$2.5M	0.6%	—	—	CL A	G0684D107
—	WPX ENERGY INC COM	186,500	$2.497M	0.6%	—	—	COM	98212B103
—	BARRICK GOLD CORP COM	128,640	$2.443M	0.5%	—	—	COM	067901108
AIG	AMERICAN INTL GROUP INC COM NEW	38,924	$2.43M	0.5%	—	—	COM NEW	026874784
GLNG	GOLAR LNG LTD BERMUDA SHS	86,663	$2.42M	0.5%	—	—	SHS	G9456A100
CTRA	CABOT OIL & GAS CORP COM	100,000	$2.391M	0.5%	—	—	COM	127097103
—	CVR PARTNERS LP COM	502,664	$2.337M	0.5%	—	—	COM	126633106
DVN	DEVON ENERGY CORP NEW COM	54,900	$2.29M	0.5%	—	—	COM	25179M103
COF	CAPITAL ONE FINL CORP COM	26,400	$2.288M	0.5%	—	—	COM	14040H105
GOOG	ALPHABET INC CAP STK CL C	2,750	$2.281M	0.5%	—	—	CL C	02079K107
—	CIGNA CORPORATION COM	15,325	$2.245M	0.5%	—	—	COM	125509109
CSCO	CISCO SYS INC COM	64,600	$2.183M	0.5%	—	—	COM	17275R102
MET	METLIFE INC COM	41,025	$2.167M	0.5%	—	—	COM	59156R108
MCK	MCKESSON CORP COM	14,344	$2.127M	0.5%	—	—	COM	58155Q103
LAMR	LAMAR ADVERTISING CO NEW CL A	27,925	$2.087M	0.5%	—	—	CL A	512816109
KBR	KBR INC COM	135,808	$2.041M	0.5%	—	—	COM	48242W106
—	DELL TECHNOLOGIES INC COM CL V	31,815	$2.039M	0.5%	—	—	CL V	24703L103
DOV	DOVER CORP COM	25,150	$2.021M	0.4%	—	—	COM	260003108
—	MASONITE INTL CORP NEW COM	25,062	$1.986M	0.4%	—	—	COM	575385109
CVE	CENOVUS ENERGY INC COM	172,208	$1.946M	0.4%	—	—	COM	15135U109
—	AMTRUST FINL SVCS INC COM	105,000	$1.938M	0.4%	—	—	COM	032359309
—	STAPLES INC COM	220,653	$1.935M	0.4%	—	—	COM	855030102
WMT	WAL-MART STORES INC COM	25,275	$1.822M	0.4%	—	—	COM	931142103
BP	BP PLC SPONSORED ADR	52,382	$1.808M	0.4%	—	—	SPONSORED ADR	055622104
—	NEW SR INVT GROUP INC COM	176,740	$1.803M	0.4%	—	—	COM	648691103
AXS	AXIS CAPITAL HOLDINGS LTD SHS	26,853	$1.8M	0.4%	—	—	SHS	G0692U109
HLT	HILTON WORLDWIDE HLDGS INC COM	30,092	$1.759M	0.4%	—	—	COM	43300A203
STT	STATE STR CORP COM	20,950	$1.668M	0.4%	—	—	COM	857477103
GM	GENERAL MTRS CO COM	46,980	$1.661M	0.4%	—	—	COM	37045V100
XOM	EXXON MOBIL CORP COM	19,875	$1.63M	0.4%	—	—	COM	30231G102
—	AMERICAN EQTY INVT LIFE HLD COM	68,761	$1.625M	0.4%	—	—	COM	025676206
—	HESS CORP COM	33,611	$1.62M	0.4%	—	—	COM	42809H107
—	MONSANTO CO NEW COM	14,265	$1.615M	0.4%	—	—	COM	61166W101
ASB	ASSOCIATED BANC CORP COM	65,513	$1.599M	0.4%	—	—	COM	045487105
TRS	TRIMAS CORP COM NEW	76,937	$1.596M	0.4%	—	—	COM NEW	896215209
OXY	OCCIDENTAL PETE CORP DEL COM	24,966	$1.582M	0.4%	—	—	COM	674599105
—	ASPEN INSURANCE HOLDINGS LTD SHS	29,797	$1.551M	0.3%	—	—	SHS	G05384105
F	FORD MTR CO DEL COM PAR $0.01	133,275	$1.551M	0.3%	—	—	COM	345370860
ACH	OWENS & MINOR INC NEW COM	44,585	$1.543M	0.3%	—	—	COM	690732102
—	FOREST CITY RLTY TR INC COM CL A	68,000	$1.481M	0.3%	—	—	CL A	345605109
—	LIFEPOINT HEALTH INC COM	22,591	$1.48M	0.3%	—	—	COM	53219L109
—	ACTUANT CORP CL A NEW	55,223	$1.455M	0.3%	—	—	CL A	00508X203
VRTS	VIRTUS INVT PARTNERS INC COM	13,689	$1.45M	0.3%	—	—	COM	92828Q109
AER	AERCAP HOLDINGS NV SHS	30,600	$1.407M	0.3%	—	—	SHS	N00985106
SCSC	SCANSOURCE INC COM	35,611	$1.398M	0.3%	—	—	COM	806037107
—	ESSENDANT INC COM	92,260	$1.398M	0.3%	—	—	COM	296689102
INTC	INTEL CORP COM	38,625	$1.393M	0.3%	—	—	COM	458140100
JELD	JELD-WEN HLDG INC COM	41,135	$1.351M	0.3%	—	—	COM	47580P103
TOL	TOLL BROTHERS INC COM	37,000	$1.336M	0.3%	—	—	ADR	889478103
—	CUBIC CORP COM	25,193	$1.33M	0.3%	—	—	COM	229669106
PH	PARKER HANNIFIN CORP COM	8,267	$1.325M	0.3%	—	—	COM	701094104
GTLS	CHART INDS INC COM PAR $0.01	37,841	$1.322M	0.3%	—	—	COM	16115Q308
—	VERIFONE SYS INC COM	67,946	$1.273M	0.3%	—	—	COM	92342Y109
—	MYLAN N V SHS EURO	32,306	$1.26M	0.3%	—	—	SHS	N59465109
—	GRANITE REAL ESTATE INVT TR UNIT 99/99/9999	35,800	$1.25M	0.3%	—	—	UNIT	387437114
IOSP	INNOSPEC INC COM	19,231	$1.245M	0.3%	—	—	COM	45768S105
—	SUPERIOR ENERGY SVCS INC COM	85,660	$1.222M	0.3%	—	—	COM	868157108
HOPE	HOPE BANCORP INC COM	63,331	$1.214M	0.3%	—	—	COM	43940T109
KO	COCA COLA CO COM	28,500	$1.21M	0.3%	—	—	COM	191216100
CNO	CNO FINL GROUP INC COM	58,889	$1.207M	0.3%	—	—	COM	12621E103
WBS	WEBSTER FINL CORP CONN COM	23,866	$1.194M	0.3%	—	—	COM	947890109
ACM	AECOM COM	32,202	$1.146M	0.3%	—	—	COM	00766T100
—	ARGO GROUP INTL HLDGS LTD COM	16,248	$1.102M	0.2%	—	—	COM	G0464B107
—	PARK STERLING CORP COM	88,466	$1.089M	0.2%	—	—	COM	70086Y105
—	SYNOVUS FINL CORP COM NEW	26,373	$1.082M	0.2%	—	—	COM	87161C501
FHN	FIRST HORIZON NATL CORP COM	57,900	$1.071M	0.2%	—	—	COM	320517105
—	TRIPLE-S MGMT CORP CL B	59,447	$1.044M	0.2%	—	—	CL B	896749108
—	ANIXTER INTL INC COM	13,019	$1.032M	0.2%	—	—	COM	035290105
NSIT	INSIGHT ENTERPRISES INC COM	24,596	$1.011M	0.2%	—	—	COM	45765U103
NWSA	NEWS CORP NEW CL A	73,225	$952K	0.2%	—	—	CL A	65249B109
CMTL	COMTECH TELECOMMUNICATIONS C COM NEW	64,519	$951K	0.2%	—	—	COM	205826209
FCNCA	FIRST CTZNS BANCSHARES INC N CL A	2,745	$921K	0.2%	—	—	CL A	31946M103
ABT	ABBOTT LABS COM	20,625	$916K	0.2%	—	—	COM	002824100
—	GOVERNMENT PPTYS INCOME TR COM SHS BEN INT	43,714	$915K	0.2%	—	—	COM SHS BEN INT	38376A103
DAN	DANA INCORPORATED COM	47,041	$908K	0.2%	—	—	COM	235825205
—	GENERAL CABLE CORP DEL NEW COM	48,956	$879K	0.2%	—	—	COM	369300108
—	TCF FINL CORP COM	50,542	$860K	0.2%	—	—	COM	872275102
SAIC	SCIENCE APPLICATNS INTL CP N COM	11,500	$856K	0.2%	—	—	COM	808625107
CAT	CATERPILLAR INC DEL COM	9,205	$854K	0.2%	—	—	COM	149123101
—	TUPPERWARE BRANDS CORP COM	13,500	$847K	0.2%	—	—	COM	899896104
JNJ	JOHNSON & JOHNSON COM	6,705	$835K	0.2%	—	—	COM	478160104
DIOD	DIODES INC COM	34,184	$822K	0.2%	—	—	COM	254543101
—	ELECTRUM SPL ACQUISITION COR UNIT 99/99/9999	78,949	$816K	0.2%	—	—	COM	G3105C120
GLW	CORNING INC COM	29,780	$804K	0.2%	—	—	COM	219350105
—	FIRST MIDWEST BANCORP DEL COM	33,701	$798K	0.2%	—	—	COM	320867104
UVV	UNIVERSAL CORP VA COM	11,240	$795K	0.2%	—	—	COM	913456109
GOOGL	ALPHABET INC CAP STK CL A	935	$793K	0.2%	—	—	CL A	02079K305
NRG	NRG ENERGY INC COM NEW	42,341	$792K	0.2%	—	—	COM NEW	629377508
HAL	HALLIBURTON CO COM	15,475	$762K	0.2%	—	—	COM	406216101
—	TRIBUNE MEDIA CO CL A	19,675	$733K	0.2%	—	—	CL A	896047503
—	APOLLO GLOBAL MGMT LLC CL A SHS	29,700	$722K	0.2%	—	—	CL A SHS	037612306
—	ICONIX BRAND GROUP INC COM	94,087	$708K	0.2%	—	—	COM	451055107
SRI	STONERIDGE INC COM	36,271	$658K	0.1%	—	—	COM	86183P102
—	HOEGH LNG PARTNERS LP COM UNIT LTD	33,400	$656K	0.1%	—	—	COM	Y3262R100
—	BABCOCK & WILCOX ENTERPRIS I COM	64,580	$603K	0.1%	—	—	COM	05614L100
—	ARRIS INTL INC SHS	22,716	$601K	0.1%	—	—	HS	G0551A103
—	LYON WILLIAM HOMES CL A NEW	28,800	$594K	0.1%	—	—	CL A NEW	552074700
KALU	KAISER ALUMINUM CORP COM PAR $0.01	7,200	$575K	0.1%	—	—	COM	483007704
NVRI	HARSCO CORP COM	44,700	$570K	0.1%	—	—	COM	415864107
—	TEEKAY TANKERS LTD CL A	277,750	$569K	0.1%	—	—	CLA	Y8565N102
NG	NOVAGOLD RES INC COM NEW	109,110	$531K	0.1%	—	—	COM NEW	66987E206
—	GREAT PLAINS ENERGY INC COM	18,100	$529K	0.1%	—	—	COM	391164100
—	PLY GEM HLDGS INC COM	26,325	$519K	0.1%	—	—	COM	72941W100
—	VIRTUSA CORP COM	16,933	$512K	0.1%	—	—	COM	92827P102
WMB	WILLIAMS COS INC DEL COM	17,070	$505K	0.1%	—	—	COM	969457100
—	WESCO AIRCRAFT HLDGS INC COM	42,270	$482K	0.1%	—	—	COM	950814103
WSFS	WSFS FINL CORP COM	9,887	$454K	0.1%	—	—	COM	929328102
POR	PORTLAND GEN ELEC CO COM NEW	10,200	$453K	0.1%	—	—	COM	736508847
—	OM ASSET MGMT PLC SHS	28,733	$434K	0.1%	—	—	SHS	G67506108
NWS	NEWS CORP NEW CL B	30,775	$415K	0.1%	—	—	CL B	65249B208
ENVA	ENOVA INTL INC COM	26,225	$389K	0.1%	—	—	COM	29357K103
DRH	DIAMONDROCK HOSPITALITY CO COM	33,571	$374K	0.1%	—	—	COM	252784301
CRS	CARPENTER TECHNOLOGY CORP COM	9,936	$371K	0.1%	—	—	COM	144285103
EZPW	EZCORP INC CL A NON VTG	41,100	$335K	0.1%	—	—	CL A	302301106
CMCO	COLUMBUS MCKINNON CORP N Y COM	13,325	$331K	0.1%	—	—	COM	199333105
—	ARC DOCUMENT SOLUTIONS INC COM	86,820	$300K	0.1%	—	—	COM	00191G103
MLR	MILLER INDS INC TENN COM NEW	10,727	$283K	0.1%	—	—	COM	600551204
MERC	MERCER INTL INC COM	22,407	$262K	0.1%	—	—	COM	588056101
GNW	GENWORTH FINL INC COM CL A	62,650	$258K	0.1%	—	—	CL A	37247D106
CNMD	CONMED CORP COM	5,503	$244K	0.1%	—	—	COM	207410101
—	VCA INC COM	2,600	$238K	0.1%	—	—	COM	918194101
UFPT	UFP TECHNOLOGIES INC COM	8,731	$226K	0.1%	—	—	COM	902673102
—	KAPSTONE PAPER & PACKAGING C COM	9,531	$220K	0.0%	—	—	COM	48562P103
NNI	NELNET INC CL A	4,800	$211K	0.0%	—	—	CL A	64031N108
—	CATCHMARK TIMBER TR INC CL A	13,960	$161K	0.0%	—	—	CL A	14912Y202
—	JIVE SOFTWARE INC COM	33,756	$145K	0.0%	—	—	COM	47760A108
—	FUELCELL ENERGY INC COM NEW	51,789	$71,000	0.0%	—	—	COM NEW	35952H502